-20.3%
BROS vs SNY
+2.7%
-23.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.6% |
| 7D | +2.5% | +12.4% | -9.9% | -1.5% |
| 30D | +15.1% | +20.1% | -5.1% | +8.0% |
| 3M | -31.4% | +11.2% | -42.6% | -33.8% |
| 6M | -22.6% | +9.5% | -32.1% | -25.3% |
| YTD | -28.1% | +3.4% | -31.5% | -28.2% |
| 1Y | -20.3% | +2.0% | -22.3% | -19.4% |
| All | -20.3% | +2.7% | -23.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling